Skip to main content

A Method for Discretization in Time Based on Cayley Transform for Parabolic Transmission Problem

  • Conference paper
  • First Online:
Computational Science and Its Applications — ICCSA 2003 (ICCSA 2003)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2667))

Included in the following conference series:

  • 769 Accesses

Abstract

A new numerical technique for time discretization is applied for numerical solving of transmission problem for an one-dimensional heat conduction equation. The method is based on Cayley transform and has accuracy like spectral methods. In order to emphasize on features of the numerical approach, we use finite difference method as a simplest one for space discretization. Convergence results are presented. It is shown that the convergence rate of fully discrete solution to exact one is determined by accuracy of method for space discretization.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. K.I. Babenko: Foundations of Numerical Analysis. Nauka Moscow 1986 (Russ.)

    Google Scholar 

  2. C. Canuto, M.Y. Hussaini, A. Quarteroni and T.A. Zang: Spectral Methods in Fluide Dynamics. Springer-Verlag 1991

    Google Scholar 

  3. R. Dautray and J-L. Lions: Mathematical Analysis and Numerical Methods for Science and Technology,. vol.5 “Evolution Problem I” Springer-Verlag 1992

    Google Scholar 

  4. V.L. Makarov and I.P. Gavrilyuk: On the construction of the best grid schemes with exact spectrum. Dokl. Akad. Nauk Ukr.SSR Ser.A 12 (1975), 1078–1081 (Russ.)

    Google Scholar 

  5. I. Babushka and M. Suri: The h-p version of the finite element method with quasiuniform meshes. Math. Model. Numer. Anal. 21 (1987) 199–238

    Google Scholar 

  6. I. Babushka, B.O. Guo and E.P. Stephan: On the exponential convergence of the h-p version for boundary element Galerkin methods on polygons. Meth. Appl. Sci. 12 (1990) 413–427

    Article  Google Scholar 

  7. E.P. Stephan and M. Suri: The h-p version of the boundary element method on polygonal domains with quasiuniform meshes. Math. Model. Numer. Anal 25 (1991) 783–807

    MATH  MathSciNet  Google Scholar 

  8. Y. Morchoisne: Resolution of Navier-Stokes equations by a space-time spectral method. Rech. Aerosp. 5 (1979) 293–306

    MathSciNet  Google Scholar 

  9. H. Tal-Ezer: Spectral methods in time for parabolic problems. SIAM J. Numer. Anal. 26 (1989) 1–11

    Article  MATH  MathSciNet  Google Scholar 

  10. A. Quarteroni and A. Valli, Numerical Approximation of Partial Differential Equations. Springer-Verlag 1994

    Google Scholar 

  11. D.Z. Arov and I.P. Gavrilyuk: A method for solving initial value problems for linear differential equations in Hilbert space based on the Cayley transform. Numer. Func. Anal. and Optimiz. 14 (1993) 456–473

    Article  MathSciNet  Google Scholar 

  12. I.P. Gavrilyuk and V.L. Makarov: The Cayley transform and the solution of an initial value problems for a first order differential equation with an unbounded operator coefficient in Hilbert space. Numer. Func. Anal. and Optimiz. 15 (1994) 583–598

    Article  MATH  MathSciNet  Google Scholar 

  13. I.P. Gavrilyuk and V.L. Makarov: Representation and approximation of the solution of an initial value problem for a first order differential equation in Banach space. Z. Anal. Anw. 15 (1996) 495–527

    MATH  MathSciNet  Google Scholar 

  14. I.P. Gavrilyuk: A class of fully discrete approximations for the first order differential equations in Banach spaces with uniform estimates on the whole of R+. Numer. Funct. Anal. Optimiz. 20 (1999) 675–693

    Article  MATH  MathSciNet  Google Scholar 

  15. A.A. Samarsky, R.D. Lazarov and V.L. Makarov: Difference Schemes for Differential Equations with Generalized Solutions. Vusshaya shkola Moscow 1987 (Russ).

    Google Scholar 

  16. A.A. Ashyralyev and P.E. Sobolevskii: Well-Posedness of Parabolic Difference Equations, Birkheuser Verlag, 1994.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2003 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Rossokhata, N. (2003). A Method for Discretization in Time Based on Cayley Transform for Parabolic Transmission Problem. In: Kumar, V., Gavrilova, M.L., Tan, C.J.K., L’Ecuyer, P. (eds) Computational Science and Its Applications — ICCSA 2003. ICCSA 2003. Lecture Notes in Computer Science, vol 2667. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44839-X_107

Download citation

  • DOI: https://doi.org/10.1007/3-540-44839-X_107

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-40155-1

  • Online ISBN: 978-3-540-44839-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics